Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt.: FB3-7/2017-15E-PDF
"The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties. These indicators supplement existing fundamental quantitative and qualitative credit risk analysis by providing a timely reading of markets’ perceptions of the credit quality of financial counterparties"--Abstract, p. [iii].
Permanent link to this Catalogue record:
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| Title | Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | ii, 10 p. : col. charts |
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